| LDR | | 02248nmm uu200445 4500 |
| 001 | | 000000331429 |
| 005 | | 20240805164350 |
| 008 | | 181129s2018 |||||||||||||||||c||eng d |
| 020 | |
▼a 9780438194380 |
| 035 | |
▼a (MiAaPQ)AAI10927868 |
| 040 | |
▼a MiAaPQ
▼c MiAaPQ
▼d 248032 |
| 082 | 0 |
▼a 658 |
| 100 | 1 |
▼a Peng, Cheng. |
| 245 | 10 |
▼a Three Essays on Asset Pricing and Behavioral Finance. |
| 260 | |
▼a [S.l.] :
▼b Yale University.,
▼c 2018 |
| 260 | 1 |
▼a Ann Arbor :
▼b ProQuest Dissertations & Theses,
▼c 2018 |
| 300 | |
▼a 137 p. |
| 500 | |
▼a Source: Dissertation Abstracts International, Volume: 79-11(E), Section: A. |
| 500 | |
▼a Adviser: Nicholas C. Barberis. |
| 502 | 1 |
▼a Thesis (Ph.D.)--Yale University, 2018. |
| 520 | |
▼a My dissertation examines asset prices and trading behavior when investors have non-traditional preferences and non-traditional beliefs. The three essays presented in this dissertation aim to tighten two links: the link between investors' prefere |
| 520 | |
▼a In Chapter 1, Jingchi Liao and I explore the joint dynamics of prices and trading volume in financial bubbles. We propose a model of bubbles based on two ingredients: extrapolation and the disposition effect. We show that the model generates the |
| 520 | |
▼a In Chapter 2, I study how investors trade under the law of small numbers, the belief that even a small sample represents the characteristics of the underlying population. These investors expect short-term trends to reverse but long-term trends t |
| 520 | |
▼a In Chapter 3, Jun Wu and I study how mutual fund styles could affect the price dynamics of the underlying assets they hold. We classify all mutual funds into momentum and contrarian styles based on their portfolio decisions. A fund is considered |
| 590 | |
▼a School code: 0265. |
| 650 | 4 |
▼a Finance. |
| 650 | 4 |
▼a Economics. |
| 650 | 4 |
▼a Management. |
| 690 | |
▼a 0508 |
| 690 | |
▼a 0501 |
| 690 | |
▼a 0454 |
| 710 | 20 |
▼a Yale University. |
| 773 | 0 |
▼t Dissertation Abstracts International
▼g 79-11A(E). |
| 773 | |
▼t Dissertation Abstract International |
| 790 | |
▼a 0265 |
| 791 | |
▼a Ph.D. |
| 792 | |
▼a 2018 |
| 793 | |
▼a English |
| 856 | 40 |
▼u http://www.riss.kr/pdu/ddodLink.do?id=T15000848
▼n KERIS |
| 980 | |
▼a 201812
▼f 2019 |
| 990 | |
▼a 관리자 |